Wholesale Credit Risk Expert
Wholesale Credit Risk Expert
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Job Description
This role is primarily responsible for developing credit risk methodologies within the Wholesale Credit Risk GRA team with a primary focus on supporting stresstesting (ST) and IFRS 9 methodology development. The position may also involve work in other related areas as needed.
The role requires building a strong understanding of risk data flows from customer and product systems to finance and regulatory reporting systems. Collaboration with finance business and other risk teams will be essential to perform portfolio and impact analysis as well as to conduct UAT testing. Additionally the role includes providing implementation support for proposed credit risk methodologies and models.
Tasks
The role holder will be responsible for:
- Leading the development and refinement of PD EAD LGD and scoring models as well as frameworks for RWA and ECL calculations ensuring robust processes for data sourcing model development implementation and ongoing support.
- Designing and conducting detailed impact analyses for RiskWeighted Assets (RWA) Expected Loss (EL) and other key risk measures providing actionable insights to senior management.
- Managing the creation and testing of complex programs dashboards and tools aligned with business requirements driving innovation and operational efficiency.
- Collaborating with the Independent Model Review team during model development monitoring and review phases to ensure adherence to compliance standards and best practices.
- Leading periodic IFRS 9 and stresstesting regulatory exercises managing associated internal processes and performing indepth analyses of results generated by IFRS 9/ST engines to guide decisionmaking.
Requirements
Experience:
- At least 8 years of experience in credit risk analysis with a demonstrated history of success in leadership roles.
- Comprehensive expertise in credit model methodologies and data requirements for AIRB IFRS 9 or stresstesting modeling with a deep understanding of their impact on risk management.
- Proven ability to address and resolve complex data challenges through innovative solutions and process enhancements.
- Strong proficiency in credit risk systems and databases with coding expertise in Python SAS SQL and MS Excel/VBA.
- Solid understanding of regulatory requirements model governance and control frameworks.
- Relevant professional experience in banking rating agencies consulting or advisory environments.
Skills:
- Meticulous attention to detail and a focus on delivering highquality outcomes.
- Demonstrated capability to manage complex projects within tight deadlines showcasing excellent organizational skills.
- Strong communication skills with the ability to effectively present technical concepts to both technical and nontechnical audiences.
- Collaborative team player with the ability to engage and work effectively with key stakeholders and clients.
- Proficient in written and spoken English with exceptional skills in documentation presentation and communication.
- Strategic thinker with the ability to influence and drive organizational change.
Candidates can work from Krakow or Warsaw.
Employment Type
Full Time
